{"id":198256,"date":"2024-05-10T00:12:05","date_gmt":"2024-05-09T16:12:05","guid":{"rendered":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/198256.html"},"modified":"2024-05-10T00:12:10","modified_gmt":"2024-05-09T16:12:10","slug":"%e5%8e%8b%e7%bc%a9%e6%84%9f%e7%9f%a5romp%e7%ae%97%e6%b3%95%e4%b8%ad%e7%9a%84%e6%ad%a3%e5%88%99%e5%8c%96%e6%96%b9%e6%b3%95%e5%a6%82%e4%bd%95%e5%ae%9e%e7%8e%b0%e7%9a%84","status":"publish","type":"post","link":"https:\/\/docs.pingcode.com\/ask\/ask-ask\/198256.html","title":{"rendered":"\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u5982\u4f55\u5b9e\u73b0\u7684"},"content":{"rendered":"<p style=\"text-align:center\"><img decoding=\"async\" src=\"https:\/\/cdn-kb.worktile.com\/kb\/wp-content\/uploads\/2024\/04\/24140309\/ebd3cf61-ccd4-4f27-967d-f280f208d6a7.webp\" alt=\"\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u5982\u4f55\u5b9e\u73b0\u7684\" \/><\/p>\n<p><p>\u6b63\u5219\u5316\u5728\u538b\u7f29\u611f\u77e5\u7684ROMP\uff08\u6b63\u5219\u5316\u5339\u914d\u8ffd\u8e2a\uff09\u7b97\u6cd5\u4e2d\u8d77\u7740\u81f3\u5173\u91cd\u8981\u7684\u4f5c\u7528\u3002<strong>\u5728ROMP\u7b97\u6cd5\u4e2d\uff0c\u6b63\u5219\u5316\u65b9\u6cd5\u7684\u5b9e\u73b0\u4f9d\u8d56\u4e8e\u4f18\u5316\u95ee\u9898\u7684\u6784\u5efa<\/strong>\uff0c\u5176\u4e2d\u5305\u62ec\u7a00\u758f\u6027\u4fc3\u8fdb\u7684\u6b63\u5219\u9879\u548c\u6570\u636e\u4fdd\u771f\u9879\u3002\u6b64\u5916\uff0c\u901a\u8fc7\u9650\u5236\u89e3\u7684\u7ed3\u6784\u6216\u5728\u91cd\u5efa\u8fc7\u7a0b\u4e2d\u52a0\u5165\u5148\u9a8c\u4fe1\u606f\uff0c\u53ef\u4ee5\u66f4\u6709\u6548\u5730\u627e\u5230\u63a5\u8fd1\u771f\u5b9e\u4fe1\u53f7\u7684\u7a00\u758f\u89e3\u3002\u5177\u4f53\u6765\u8bf4\uff0c\u5e38\u89c1\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u5305\u62ecl1\u8303\u6570\u6700\u5c0f\u5316\u3001\u6743\u91cd\u6b63\u5219\u5316\u4ee5\u53ca\u53c2\u6570\u9009\u62e9\u7b49\uff0c\u8fd9\u4e9b\u90fd\u786e\u4fdd\u4e86\u5728\u542b\u566a\u58f0\u7684\u60c5\u51b5\u4e0b\u80fd\u591f\u5f97\u5230\u9c81\u68d2\u7684\u91cd\u5efa\u4fe1\u53f7\u3002<\/p>\n<\/p>\n<p><p>\u4e0b\u9762\uff0c\u6211\u4eec\u5c06\u8be6\u7ec6\u4ecb\u7ecd\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u5e38\u89c1\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u4ee5\u53ca\u5b83\u4eec\u7684\u5177\u4f53\u5b9e\u73b0\u65b9\u5f0f\u3002<\/p>\n<\/p>\n<p><h3>\u4e00\u3001L1\u8303\u6570\u6700\u5c0f\u5316<\/h3>\n<\/p>\n<p><p>\u5728\u538b\u7f29\u611f\u77e5\u4e2d\uff0cL1\u8303\u6570\u6b63\u5219\u5316\u662f\u6700\u5e38\u7528\u7684\u6b63\u5219\u5316\u6280\u672f\u4e4b\u4e00\u3002<strong>L1\u8303\u6570\u6700\u5c0f\u5316\u80fd\u591f\u6709\u6548\u4fc3\u8fdb\u89e3\u7684\u7a00\u758f\u6027<\/strong>\uff0c\u56e0\u4e3a\u5b83\u503e\u5411\u4e8e\u751f\u6210\u8bb8\u591a\u96f6\u5143\u7d20\u7684\u89e3\u3002\u8be5\u65b9\u6cd5\u901a\u8fc7\u6700\u5c0f\u5316\u76ee\u6807\u51fd\u6570\u7684L1\u8303\u6570\uff08\u5373\u6c42\u89e3\u5411\u91cf\u5143\u7d20\u7684\u7edd\u5bf9\u503c\u4e4b\u548c\u7684\u6700\u5c0f\u503c\uff09\u6765\u5b9e\u73b0\u6b63\u5219\u5316\u3002<\/p>\n<\/p>\n<p><h4>1. \u6570\u5b66\u63cf\u8ff0<\/h4>\n<\/p>\n<p><p>\u5f53\u6784\u5efa\u4f18\u5316\u95ee\u9898\u65f6\uff0c\u4f1a\u52a0\u5165L1\u8303\u6570\u4f5c\u4e3a\u6b63\u5219\u9879\uff0c\u5f62\u5f0f\u5316\u4e3a\uff1a<\/p>\n<p>[\\min_{x} |y &#8211; Ax|_2^2 + \\lambda|x|_1]<\/p>\n<p>\u5176\u4e2d\uff0c(y) \u662f\u89c2\u6d4b\u5411\u91cf\uff0c(A) \u662f\u6d4b\u91cf\u77e9\u9635\uff0c(x) \u662f\u5f85\u6c42\u89e3\u7684\u7a00\u758f\u4fe1\u53f7\uff0c(\\lambda) \u662f\u4e00\u4e2a\u8c03\u8282\u7a00\u758f\u6027\u7684\u6b63\u5219\u5316\u53c2\u6570\u3002<\/p>\n<\/p>\n<p><h4>2. \u7b97\u6cd5\u5b9e\u73b0<\/h4>\n<\/p>\n<p><p>\u5728ROMP\u7b97\u6cd5\u4e2d\uff0c\u901a\u8fc7\u8fed\u4ee3\u8fc7\u7a0b\u4e0d\u65ad\u8fdb\u884c\u5339\u914d\u8ffd\u8e2a\u6765\u903c\u8fd1\u6700\u4f18\u89e3\u3002\u5728\u6bcf\u6b21\u8fed\u4ee3\u4e2d\uff0c\u5e94\u7528L1\u8303\u6570\u7684\u76ee\u6807\u51fd\u6570\u6765\u9009\u62e9\u652f\u6491\u96c6\uff0c\u5e76\u66f4\u65b0\u7a00\u758f\u89e3\u7684\u975e\u96f6\u5143\u7d20\u3002<\/p>\n<\/p>\n<p><h3>\u4e8c\u3001\u6743\u91cd\u6b63\u5219\u5316<\/h3>\n<\/p>\n<p><p>\u6743\u91cd\u6b63\u5219\u5316\u901a\u8fc7\u4e3a\u4e0d\u540c\u7684\u4fe1\u53f7\u6210\u5206\u8d4b\u4e88\u4e0d\u540c\u7684\u6743\u91cd\u6765\u6539\u8fdb\u7a00\u758f\u91cd\u5efa\u8d28\u91cf\u3002<strong>\u8fd9\u79cd\u65b9\u6cd5\u53ef\u4ee5\u66f4\u597d\u5730\u9002\u5e94\u4fe1\u53f7\u7684\u5148\u9a8c\u77e5\u8bc6\uff0c\u4ece\u800c\u6539\u5584\u91cd\u5efa\u7ed3\u679c\u7684\u7cbe\u5ea6<\/strong>\u3002<\/p>\n<\/p>\n<p><h4>1. \u6570\u5b66\u63cf\u8ff0<\/h4>\n<\/p>\n<p><p>\u6743\u91cd\u6b63\u5219\u5316\u5728\u4f18\u5316\u95ee\u9898\u4e2d\u52a0\u5165\u4e00\u4e2a\u5bf9\u89d2\u6743\u91cd\u77e9\u9635(W)\uff1a<\/p>\n<p>[\\min_{x} |y &#8211; Ax|_2^2 + \\lambda|Wx|_1]<\/p>\n<p>\u5176\u4e2d\uff0c(W) \u662f\u6839\u636e\u5148\u9a8c\u77e5\u8bc6\u786e\u5b9a\u7684\u5bf9\u89d2\u77e9\u9635\uff0c\u7528\u4e8e\u8c03\u6574\u6bcf\u4e2a\u6210\u5206\u7684\u6b63\u5219\u5316\u5f3a\u5ea6\u3002<\/p>\n<\/p>\n<p><h4>2. \u7b97\u6cd5\u5b9e\u73b0<\/h4>\n<\/p>\n<p><p>\u5728\u6bcf\u6b21\u8fed\u4ee3\u4e2d\uff0c\u4f7f\u7528\u8c03\u6574\u540e\u7684\u6743\u91cd\u6765\u6307\u5bfc\u652f\u6491\u96c6\u9009\u62e9\u3002\u968f\u7740\u8fed\u4ee3\u7684\u8fdb\u884c\uff0c\u6743\u91cd\u77e9\u9635\u53ef\u4ee5\u52a8\u6001\u66f4\u65b0\uff0c\u4ee5\u53cd\u6620\u5f53\u524d\u89e3\u7684\u7a00\u758f\u7ed3\u6784\u3002<\/p>\n<\/p>\n<p><h3>\u4e09\u3001\u53c2\u6570\u9009\u62e9<\/h3>\n<\/p>\n<p><p>\u53c2\u6570\u9009\u62e9\u662f\u5f71\u54cd\u6b63\u5219\u5316\u6548\u679c\u7684\u91cd\u8981\u65b9\u9762\u3002<strong>\u9009\u62e9\u5408\u9002\u7684\u6b63\u5219\u5316\u53c2\u6570(\\lambda)\u5bf9\u4e8e\u83b7\u5f97\u9c81\u68d2\u6027\u597d\u7684\u7a00\u758f\u89e3\u81f3\u5173\u91cd\u8981<\/strong>\u3002<\/p>\n<\/p>\n<p><h4>1. \u6570\u5b66\u63cf\u8ff0<\/h4>\n<\/p>\n<p><p>\u53c2\u6570(\\lambda)\u662f\u9700\u8981\u8c03\u6574\u7684\u8d85\u53c2\u6570\uff0c\u5b83\u63a7\u5236\u7740\u6b63\u5219\u5316\u9879\u4e0e\u6570\u636e\u4fdd\u771f\u9879\u7684\u76f8\u5bf9\u91cd\u8981\u6027\u3002<\/p>\n<\/p>\n<p><h4>2. \u7b97\u6cd5\u5b9e\u73b0<\/h4>\n<\/p>\n<p><p>\u901a\u8fc7\u4ea4\u53c9\u9a8c\u8bc1\u6216\u5176\u4ed6\u53c2\u6570\u9009\u62e9\u6280\u672f\u53ef\u4ee5\u786e\u5b9a\u6700\u4f18\u7684(\\lambda)\u503c\u3002\u9002\u5f53\u7684\u9009\u62e9\u53ef\u4ee5\u5728\u4fdd\u8bc1\u6570\u636e\u4e00\u81f4\u6027\u7684\u540c\u65f6\uff0c\u4fdd\u6301\u89e3\u7684\u7a00\u758f\u6027\u3002<\/p>\n<\/p>\n<p><h3>\u56db\u3001\u8fed\u4ee3\u7b97\u6cd5\u4e0e\u505c\u6b62\u51c6\u5219<\/h3>\n<\/p>\n<p><p>ROMP\u7b97\u6cd5\u662f\u4e00\u4e2a\u57fa\u4e8e\u8d2a\u5fc3\u7b56\u7565\u7684\u8fed\u4ee3\u7b97\u6cd5\u3002<strong>\u6b63\u5219\u5316\u65b9\u6cd5\u4e0d\u4ec5\u4f53\u73b0\u5728\u5982\u4f55\u5f15\u5bfc\u6bcf\u4e00\u6b65\u7684\u5bfb\u4f18\u8fc7\u7a0b\uff0c\u4e5f\u5728\u4e8e\u4f55\u65f6\u505c\u6b62\u8fed\u4ee3<\/strong>\u3002<\/p>\n<\/p>\n<p><h4>1. \u6570\u5b66\u63cf\u8ff0<\/h4>\n<\/p>\n<p><p>\u8fed\u4ee3\u7b97\u6cd5\u7684\u76ee\u7684\u662f\u901a\u8fc7\u4e0d\u65ad\u7684\u4f18\u5316\u6b65\u9aa4\uff0c\u9010\u6e10\u903c\u8fd1\u6700\u4f18\u89e3\u3002<\/p>\n<\/p>\n<p><h4>2. \u7b97\u6cd5\u5b9e\u73b0<\/h4>\n<\/p>\n<p><p>\u5728ROMP\u7b97\u6cd5\u4e2d\uff0c\u8bbe\u7f6e\u4e86\u9002\u5f53\u7684\u505c\u6b62\u51c6\u5219\u5982\u6b8b\u5dee\u9608\u503c\u6216\u8005\u6700\u5927\u8fed\u4ee3\u6b21\u6570\uff0c\u4ee5\u51b3\u5b9a\u8fed\u4ee3\u8fc7\u7a0b\u4f55\u65f6\u7ec8\u6b62\u3002\u5f53\u8fbe\u5230\u505c\u6b62\u6761\u4ef6\u65f6\uff0c\u8ba4\u4e3a\u5df2\u7ecf\u627e\u5230\u4e86\u6ee1\u610f\u7684\u89e3\u3002<\/p>\n<\/p>\n<p><p>\u901a\u8fc7\u4f7f\u7528L1\u8303\u6570\u6700\u5c0f\u5316\u3001\u6743\u91cd\u6b63\u5219\u5316\u3001\u53c2\u6570\u9009\u62e9\u4ee5\u53ca\u7cbe\u5fc3\u8bbe\u8ba1\u7684\u8fed\u4ee3\u7b97\u6cd5\u548c\u505c\u6b62\u51c6\u5219\uff0cROMP\u7b97\u6cd5\u53ef\u4ee5\u6709\u6548\u5e94\u5bf9\u538b\u7f29\u611f\u77e5\u95ee\u9898\uff0c\u5e76\u5728\u4fdd\u8bc1\u4fe1\u53f7\u7a00\u758f\u6027\u7684\u540c\u65f6\u83b7\u5f97\u9ad8\u8d28\u91cf\u7684\u91cd\u5efa\u7ed3\u679c\u3002\u6b63\u5219\u5316\u8ba9ROMP\u7b97\u6cd5\u5177\u5907\u9c81\u68d2\u6027\uff0c\u5373\u4fbf\u5728\u6570\u636e\u4e0d\u5b8c\u6574\u6216\u566a\u58f0\u5e72\u6270\u7684\u73af\u5883\u4e0b\uff0c\u4e5f\u80fd\u51c6\u786e\u6062\u590d\u539f\u59cb\u4fe1\u53f7\u3002<\/p>\n<\/p>\n<h2><strong>\u76f8\u5173\u95ee\u7b54FAQs\uff1a<\/strong><\/h2>\n<p><strong>1. \u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u6709\u54ea\u4e9b\uff1f<\/strong><\/p>\n<p>\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u5e38\u7528\u7684\u6b63\u5219\u5316\u65b9\u6cd5\u5305\u62ecL1\u6b63\u5219\u5316\u3001L2\u6b63\u5219\u5316\u4ee5\u53ca\u6df7\u5408\u6b63\u5219\u5316\u3002\u8fd9\u4e9b\u65b9\u6cd5\u53ef\u4ee5\u901a\u8fc7\u5728\u76ee\u6807\u51fd\u6570\u4e2d\u6dfb\u52a0\u76f8\u5e94\u7684\u6b63\u5219\u5316\u9879\u6765\u5b9e\u73b0\u3002<\/p>\n<p><strong>2. L1\u6b63\u5219\u5316\u5728\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u7684\u4f5c\u7528\u662f\u4ec0\u4e48\uff1f<\/strong><\/p>\n<p>\u5728\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\uff0cL1\u6b63\u5219\u5316\u4f5c\u7528\u4e8e\u76ee\u6807\u51fd\u6570\uff0c\u80fd\u591f\u5b9e\u73b0\u7a00\u758f\u6027\u7684\u8981\u6c42\u3002L1\u6b63\u5219\u5316\u53ef\u4ee5\u4fc3\u4f7f\u7cfb\u6570\u66f4\u591a\u5730\u8d8b\u8fd1\u4e8e\u96f6\uff0c\u4ece\u800c\u4f7f\u5f97\u8f93\u5165\u4fe1\u53f7\u53ef\u4ee5\u7528\u66f4\u5c11\u7684\u7cfb\u6570\u8fdb\u884c\u8868\u793a\uff0c\u5b9e\u73b0\u538b\u7f29\u611f\u77e5\u7684\u6548\u679c\u3002<\/p>\n<p><strong>3. \u6df7\u5408\u6b63\u5219\u5316\u5728\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u5982\u4f55\u5e94\u7528\u548c\u5b9e\u73b0\uff1f<\/strong><\/p>\n<p>\u6df7\u5408\u6b63\u5219\u5316\u5728\u538b\u7f29\u611f\u77e5ROMP\u7b97\u6cd5\u4e2d\u7ed3\u5408\u4e86L1\u6b63\u5219\u5316\u548cL2\u6b63\u5219\u5316\u7684\u4f18\u70b9\u3002\u5b83\u53ef\u4ee5\u901a\u8fc7\u5728\u76ee\u6807\u51fd\u6570\u4e2d\u540c\u65f6\u6dfb\u52a0L1\u548cL2\u6b63\u5219\u5316\u9879\u6765\u5b9e\u73b0\u3002\u6df7\u5408\u6b63\u5219\u5316\u53ef\u4ee5\u63d0\u4f9b\u66f4\u597d\u7684\u7a00\u758f\u6027\u548c\u5e73\u6ed1\u6027\u63a7\u5236\uff0c\u4ece\u800c\u66f4\u51c6\u786e\u5730\u6062\u590d\u539f\u59cb\u4fe1\u53f7\u3002\u5b9e\u73b0\u65f6\uff0c\u53ef\u4ee5\u901a\u8fc7\u8c03\u8282\u4e24\u4e2a\u6b63\u5219\u5316\u9879\u7684\u6743\u91cd\u6765\u5bfb\u627e\u6700\u4f73\u7684\u5e73\u8861\u70b9\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"\u6b63\u5219\u5316\u5728\u538b\u7f29\u611f\u77e5\u7684ROMP\uff08\u6b63\u5219\u5316\u5339\u914d\u8ffd\u8e2a\uff09\u7b97\u6cd5\u4e2d\u8d77\u7740\u81f3\u5173\u91cd\u8981\u7684\u4f5c\u7528\u3002\u5728ROMP\u7b97\u6cd5\u4e2d\uff0c\u6b63\u5219\u5316\u65b9\u6cd5\u7684\u5b9e\u73b0\u4f9d\u8d56\u4e8e [&hellip;]","protected":false},"author":3,"featured_media":198262,"comment_status":"closed","ping_status":"","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[37],"tags":[],"acf":[],"_links":{"self":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/198256"}],"collection":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/users\/3"}],"replies":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/comments?post=198256"}],"version-history":[{"count":0,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/posts\/198256\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media\/198262"}],"wp:attachment":[{"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/media?parent=198256"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/categories?post=198256"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/docs.pingcode.com\/wp-json\/wp\/v2\/tags?post=198256"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}